-6.6%
FXI vs EXEL
+194.6%
-201.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.4% |
| 7D | -2.8% | -0.3% | -2.4% | -2.7% |
| 30D | -5.3% | +10.1% | -15.5% | -6.5% |
| 3M | +0.3% | +10.1% | -9.7% | -1.1% |
| 6M | -4.6% | +37.7% | -42.2% | -9.0% |
| YTD | -9.1% | +33.1% | -42.2% | -13.0% |
| 1Y | -12.0% | +52.4% | -64.3% | -17.6% |
| 3Y | +38.6% | +163.8% | -125.2% | +13.8% |
| 5Y | -6.6% | +198.5% | -205.1% | -30.4% |
| All | -6.6% | +194.6% | -201.2% | -30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EXEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling